+98.6%
DOCU vs BHP
+223.8%
-125.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.4% |
| 7D | -3.2% | -4.0% | +0.7% | -2.0% |
| 30D | +15.7% | -9.7% | +25.4% | +19.1% |
| 3M | +37.3% | -10.2% | +47.4% | +40.8% |
| 6M | +63.1% | +1.3% | +61.8% | +58.6% |
| YTD | +15.4% | +35.6% | -20.2% | -1.4% |
| 1Y | +11.3% | +47.5% | -36.2% | -8.0% |
| 3Y | +92.1% | +48.9% | +43.1% | +54.3% |
| 5Y | -70.5% | +118.4% | -188.9% | -79.1% |
| All | +98.6% | +223.8% | -125.2% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling